India FIMMDA-Thomson Reuters-MIOCS for 3 years 6.72 pct

Reuters Staff

1 Min Read

Apr 7(Reuters) - The FIMMDA-Thomson Reuters-MIOCS (MIFOR Swaps)
for three years was 6.72 percent on Friday
TENOR BID/OFFER
2 YEARS 6.44/6.57
3 YEARS 6.63/6.72
4 YEARS 6.76/6.91
5 YEARS 6.99/7.09
7 YEARS 6.98/7.28
10 YEARS 6.90/7.20
The above dollar rupee swap rates are a simple average of
the bid and offer rates quoted by 6 market participants.The
floating benchmark used here is the six month USD libor. For
participants' names and quotes, please double-click on or
type CRS01 and then press the enter key. For Benchmark levels
double-click on or type MIOCS= and then press the enter
key.
FIMMDA is the Fixed Income Money Market and Derivatives
Association of India.
(Mumbai RRU, +91 22 6180 7222/3317 7222, rru.data@thomsonreuters.com)